The values of two stocks evolve as independent Brownian motions X1 and X2 with drifts, where Xi(t) = x i + μ i t + σiBi(t), and x1 2 will stay above X 1 for at least s time units. Let τ denote the...

The values of two stocks evolve as independent Brownian motions X1 and X2 with drifts, where Xi(t) = x_i
+ μ_it + σiBi(t), and x1 <>₂
will stay above X₁
for at least s time units. Let τ denote the first time that the two values are equal. Find E[τ] when μ_1
2
and when μ₁
> μ₂.